+346.1%
CCJ vs TMF
-87.5%
+433.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | +0.1% |
| 7D | +0.7% | -1.4% | +2.2% | +0.7% |
| 30D | +6.9% | -2.8% | +9.7% | +6.8% |
| 3M | -11.6% | -10.9% | -0.7% | -12.0% |
| 6M | -16.2% | -21.3% | +5.1% | -17.1% |
| YTD | +10.1% | -15.9% | +26.0% | +9.4% |
| 1Y | +32.3% | -15.7% | +48.0% | +31.5% |
| 3Y | +171.3% | -43.4% | +214.7% | +166.1% |
| All | +346.1% | -87.5% | +433.7% | +240.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TMF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling